//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Stock index"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Stock index
Estimation theory
305
Schätztheorie
305
Time series analysis
96
Zeitreihenanalyse
96
Estimation
91
Schätzung
90
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Regression analysis
45
Regressionsanalyse
45
Panel
36
Panel study
36
Theorie
35
Theory
35
Bayes-Statistik
34
Bayesian inference
34
Forecasting model
28
Prognoseverfahren
28
Cointegration
26
Kointegration
26
Statistical test
25
Statistischer Test
25
Volatility
22
Volatilität
22
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Share price
19
Stochastic process
18
Stochastischer Prozess
18
VAR model
18
VAR-Modell
18
Bootstrap approach
14
Bootstrap-Verfahren
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
ARCH model
12
ARCH-Modell
12
Simulation
12
Causality analysis
11
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Article
13
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
19
Author
All
Gao, Jiti
3
Kumar, Dilip
3
Maheswaran, S.
3
Cheng, Tingting
2
Linton, Oliver
2
Bailey, Natalia
1
Cai, Biqing
1
Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Feng, Yuanhua
1
Forbes, Catherine Scipione
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Hunter, John Edward
1
Jones, Charles Parker
1
Kapetanios, George
1
Kaufmann, Hendrik
1
Kruse, Robinson
1
Li, Chang-shuai
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
McNeil, Alexander J.
1
Motegi, Kaiji
1
Naik, Narayan Y.
1
Narayan, Paresh Kumar
1
Papantonis, Ioannis
1
Pesaran, M. Hashem
1
Smith, Michael S.
1
Thuraisamy, Kannan Sivananthan
1
Wegener, Christoph
1
Wilson, Jack W.
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of empirical finance
11
Economics letters
10
Cambridge working papers in economics
9
International journal of economics and financial issues : IJEFI
9
Journal of banking & finance
9
Journal of forecasting
8
Quantitative finance
8
Working paper
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
CESifo working papers
6
Econometrics : open access journal
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
SFB 649 discussion paper
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International review of financial analysis
5
Journal of applied econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
Bank of Finland research discussion papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
3
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
4
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
5
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
6
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
7
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
8
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
9
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
10
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->